+173.8%
DAL vs ROP
-3.8%
+177.6%
-47.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -2.9% | +5.1% | +3.3% |
| 7D | +8.8% | +2.1% | +6.7% | +8.0% |
| 30D | +5.4% | +32.9% | -27.5% | -5.6% |
| 3M | -4.9% | +20.0% | -25.0% | -11.6% |
| 6M | +19.8% | +36.4% | -16.6% | +4.2% |
| YTD | +27.0% | +7.8% | +19.2% | +28.0% |
| 1Y | +52.5% | +8.0% | +44.5% | +53.5% |
| 3Y | +173.8% | -3.5% | +177.3% | +202.5% |
| All | +173.8% | -3.8% | +177.6% | +202.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ROP.
Daily Out/Under-Performance
Portfolio return minus ROP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROP return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded ROP wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling